SOME LIMIT PROPERTIES OF AN APPROXIMATE LEAST SQUARES ESTIMATOR IN A NONLINEAR REGRESSION MODEL WITH CORRELATED NONZERO MEAN ERRORS
J. KALICKA
Abstract.
A nonlinear regression model with correlated, normally distributed errors with non zero means is investigated. The limit properties of bias and the mean square error matrix of the approximate least squares estimator of regression parameters are studied.
AMS subject classification.
Keywords.
Nonlinear regression, covariance function, parametric and nonparametric estimator, approximate least squares estimator
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